Billede af bogens forside - Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

af Etienne Pardoux

Bog, Hardback, Engelsk, 2014

This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9783319057132
  • Udgivet4/07/2014
  • Udgivet afSpringer International Publishing AG
  • Længde667 sider
  • ForfatterEtienne Pardoux
  • GenreBusiness og læring